Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47769.76 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46375.12 Kr¶

PnL: ---------------------------------------> -513.45 Kr¶

DD now: ---------------------------------> -1.769 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 15:55:31.011986'

Anic Portfolio¶

Today¶

Return: -0.551 %¶

This Week¶

Return: 0.497 %¶

Total¶

Return: 56.386 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.440000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 -0.820000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 -4.640000 654.900000 77.900000 13.500000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -6.320000 429.800000 74.800000 21.070000 355.000000
Boozt 12 0.570000 1704.000000 50.000000 3.020000 1653.999996
HMS Networks 2 -0.500000 713.600000 40.600000 6.030000 673.000000
OEM International B 7 0.770000 553.000000 25.000000 4.730000 527.999997
SAAB B 8 2.110000 3401.600000 24.600000 0.730000 3377.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Intrum 4 0.000000 545.800000 18.800000 3.570000 527.000000
Essity A 4 0.170000 1166.000000 17.000000 1.480000 1149.000000
Coor Service Management Hold. 8 -0.580000 546.400000 14.400000 2.710000 532.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -4.890000 256.800000 10.800000 4.390000 246.000000
Essity B 2 -0.100000 582.200000 8.200000 1.430000 574.000000
Midsona B 63 -3.520000 587.790000 4.790000 0.820000 582.999984
AcadeMedia 12 -0.510000 561.120000 4.120000 0.740000 557.000004
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Resurs Holding 22 -1.840000 575.080000 1.080000 0.190000 573.999998
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
FM Mattsson Mora Group B 50 -1.520000 2925.000000 -2.000000 -0.070000 2927.000000
Securitas B 6 -0.530000 567.120000 -2.880000 -0.510000 570.000000
Nordea Bank Abp 29 -0.500000 3451.000000 -3.000000 -0.090000 3453.999992
Handelsbanken A 5 -1.320000 542.250000 -3.750000 -0.690000 546.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
Swedbank A 3 -0.820000 559.200000 -4.800000 -0.850000 564.000000
CTEK 13 -3.100000 524.810000 -9.190000 -1.720000 533.999999
International Petroleum Corp. 5 2.150000 546.500000 -48.070000 -8.080000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.090000 3790.500000 -59.500000 -1.550000 3850.000000
OX2 18 0.120000 1504.800000 -159.200000 -9.570000 1663.999992
Axfood 13 0.180000 3586.700000 -169.300000 -4.510000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -3.630000 2901.600000 -460.400000 -13.690000 3361.999992
TOTAL 46375.120000 -513.450000 -1.76873% 46888.564618

Updated:¶

'2023-01-17 15:55:43.596778'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶